XDJP.L vs. FCBR.L
Compare and contrast key facts about Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L).
XDJP.L and FCBR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDJP.L is a passively managed fund by Xtrackers that tracks the performance of the TOPIX TR JPY. It was launched on Jan 25, 2013. FCBR.L is a passively managed fund by First Trust that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on May 27, 2020. Both XDJP.L and FCBR.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDJP.L or FCBR.L.
Key characteristics
| XDJP.L | FCBR.L | |
|---|---|---|
| YTD Return | 7.35% | 19.35% |
| 1Y Return | 12.94% | 32.00% |
| 3Y Return (Ann) | 2.07% | 6.89% |
| Sharpe Ratio | 0.68 | 1.65 |
| Sortino Ratio | 1.04 | 2.27 |
| Omega Ratio | 1.14 | 1.30 |
| Calmar Ratio | 0.80 | 2.30 |
| Martin Ratio | 1.90 | 5.33 |
| Ulcer Index | 6.11% | 5.76% |
| Daily Std Dev | 17.07% | 18.60% |
| Max Drawdown | -23.69% | -26.10% |
| Current Drawdown | -6.98% | 0.00% |
Correlation
The correlation between XDJP.L and FCBR.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDJP.L vs. FCBR.L - Performance Comparison
In the year-to-date period, XDJP.L achieves a 7.35% return, which is significantly lower than FCBR.L's 19.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDJP.L vs. FCBR.L - Expense Ratio Comparison
XDJP.L has a 0.09% expense ratio, which is lower than FCBR.L's 0.60% expense ratio.
Risk-Adjusted Performance
XDJP.L vs. FCBR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
XDJP.L vs. FCBR.L - Dividend Comparison
XDJP.L's dividend yield for the trailing twelve months is around 1.44%, while FCBR.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDJP.L Xtrackers Nikkei 225 UCITS ETF 1D | 1.44% | 1.59% | 2.47% | 1.20% | 1.11% | 1.13% | 1.24% | 0.72% | 0.83% | 0.16% | 1.42% |
FCBR.L First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDJP.L vs. FCBR.L - Drawdown Comparison
The maximum XDJP.L drawdown since its inception was -23.69%, smaller than the maximum FCBR.L drawdown of -26.10%. Use the drawdown chart below to compare losses from any high point for XDJP.L and FCBR.L. For additional features, visit the drawdowns tool.
Volatility
XDJP.L vs. FCBR.L - Volatility Comparison
Xtrackers Nikkei 225 UCITS ETF 1D (XDJP.L) and First Trust Nasdaq Cybersecurity UCITS ETF Class A USD Accumulation (FCBR.L) have volatilities of 5.21% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.